ECBOT 5 Year T-Note Future September 2014


Trading Metrics calculated at close of trading on 18-Sep-2014
Day Change Summary
Previous Current
17-Sep-2014 18-Sep-2014 Change Change % Previous Week
Open 119-075 118-285 -0-110 -0.3% 119-175
High 119-140 118-285 -0-175 -0.5% 119-197
Low 118-280 118-217 -0-063 -0.2% 118-287
Close 119-005 118-260 -0-065 -0.2% 118-300
Range 0-180 0-068 -0-112 -62.2% 0-230
ATR 0-090 0-091 0-001 1.4% 0-000
Volume 2,767 3,010 243 8.8% 40,357
Daily Pivots for day following 18-Sep-2014
Classic Woodie Camarilla DeMark
R4 119-138 119-107 118-297
R3 119-070 119-039 118-279
R2 119-002 119-002 118-272
R1 118-291 118-291 118-266 118-272
PP 118-254 118-254 118-254 118-245
S1 118-223 118-223 118-254 118-204
S2 118-186 118-186 118-248
S3 118-118 118-155 118-241
S4 118-050 118-087 118-223
Weekly Pivots for week ending 12-Sep-2014
Classic Woodie Camarilla DeMark
R4 121-098 120-269 119-106
R3 120-188 120-039 119-043
R2 119-278 119-278 119-022
R1 119-129 119-129 119-001 119-088
PP 119-048 119-048 119-048 119-028
S1 118-219 118-219 118-279 118-178
S2 118-138 118-138 118-258
S3 117-228 117-309 118-237
S4 116-318 117-079 118-174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-140 118-217 0-243 0.6% 0-081 0.2% 18% False True 4,056
10 119-250 118-217 1-033 0.9% 0-087 0.2% 12% False True 8,930
20 119-250 118-217 1-033 0.9% 0-084 0.2% 12% False True 349,112
40 120-070 118-195 1-195 1.4% 0-090 0.2% 13% False False 525,601
60 120-070 118-195 1-195 1.4% 0-089 0.2% 13% False False 551,212
80 120-070 118-180 1-210 1.4% 0-091 0.2% 15% False False 582,759
100 120-070 118-060 2-010 1.7% 0-089 0.2% 31% False False 474,132
120 120-070 117-250 2-140 2.1% 0-081 0.2% 42% False False 395,226
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-254
2.618 119-143
1.618 119-075
1.000 119-033
0.618 119-007
HIGH 118-285
0.618 118-259
0.500 118-251
0.382 118-243
LOW 118-217
0.618 118-175
1.000 118-149
1.618 118-107
2.618 118-039
4.250 117-248
Fisher Pivots for day following 18-Sep-2014
Pivot 1 day 3 day
R1 118-257 119-018
PP 118-254 118-312
S1 118-251 118-286

These figures are updated between 7pm and 10pm EST after a trading day.

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